Open Terminal app from the Applications -> Utilities folder and then enter the following command:

sudo spctl --master-disable

Press Enter, input your Administrator password on request.

3. Go to System Preferences, choose Security & Privacy
You will now see the Anywhere option under Allow apps downloaded from:
Click in the left down corner to unlock this option and then tick Anywhere.

5. In the appears window drag Shimo to Application.
Click on installed Shimo app. You will see the notification "Shimo is an application download from internet. Are you sure you want to open it". Accept it. Launch Shimo app.

6. Click on the little Shimo icon to open Shimo Preferences

7. Open the Accounts tab and click on '+' to create a new Cisco SSL (AnyConnect) account